The Distribution of Stock Price Differences: Gaussian After All?
[size=-1]J Brada, H Ernst… - Operations Research, 1966 - JSTOR
In this paper the distribution of stock price differences is studied. Starting from Bachelier's
hypothesis regarding the independence of stock price changes a model based on price
differences taken across transactions, rather than differences obtained across time ...
被引用次数:24 - 相关文章 - 所有 3 个版本



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